NMI Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.12% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 8.83 | |
| 0.0233 | 7.31 | |
| 0.9481 | 359.01 | |
| 0.0283 | 3.49 |
Estimation Period:
Nov 8, 2013 to Feb 13, 2026
Nov 8, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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